Title of article :
The fractal nature of thefunctional law of logarithm of fractional brownian motions
Author/Authors :
Wang، نويسنده , , Wensheng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
8
From page :
457
To page :
464
Abstract :
We give a hitting criterion for the set of points where exceptional oscillations of a fractional Brownian motion occur infinitely often, which is a generalization of the related results for Brownian motions.
Keywords :
Stationary increment , Fractional Brownian motion , Fractal nature
Journal title :
Mathematical and Computer Modelling
Serial Year :
2004
Journal title :
Mathematical and Computer Modelling
Record number :
1593296
Link To Document :
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